| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| FNMA |
4.5 |
2039-06-01 |
$21,800,000 |
14.94 |
| FNMA |
5 |
2040-06-01 |
$14,000,000 |
9.86 |
| FHLMC |
5 |
2039-06-01 |
$7,000,000 |
4.92 |
| FNMA |
4 |
2025-06-01 |
$7,000,000 |
4.84 |
| FHLMC |
5.5 |
2038-06-01 |
$6,000,000 |
4.31 |
| FHLMC FRN |
5.63 |
2036-01-01 |
$4,547,229 |
3.25 |
| FHLMC 5.5% |
5.5 |
2035-06-01 |
$4,364,697 |
3.15 |
| FNMA |
6 |
2037-06-01 |
$4,300,000 |
3.15 |
| Fnma Tba 15 Yr 3.50% Due Apr 2011 |
3.5 |
2025-06-01 |
$4,000,000 |
2.7 |
| FNMA 4.5% |
4.5 |
2040-10-01 |
$3,642,895 |
2.5 |
| GNMA 5.5% |
5.5 |
2039-10-15 |
$3,337,721 |
2.45 |
| FHLMC 5% |
5 |
2035-11-01 |
$3,009,485 |
2.13 |
| FNMA 5% |
5 |
2036-02-01 |
$2,547,756 |
1.81 |
| FHLMC 6% |
6 |
2021-10-01 |
$2,349,985 |
1.72 |
| FHLMC 7.5% |
7.5 |
2034-07-01 |
$2,192,508 |
1.71 |
| FNMA 4.5% |
4.5 |
2040-11-01 |
$2,484,125 |
1.7 |
| Wachovia Cmbs 2006-C28 CMO 5.679% |
5.68 |
2048-10-15 |
$2,206,000 |
1.54 |
| FHLMC 4.5% |
4.5 |
2035-04-01 |
$2,231,134 |
1.54 |
| FNMA |
5.5 |
2038-06-01 |
$2,100,000 |
1.51 |
| GNMA 5% |
5 |
2039-12-15 |
$1,999,140 |
1.43 |
| Csfb Coml Mtg Ptc 2005-C3 CMO 4.645% |
4.64 |
2037-07-15 |
$2,000,000 |
1.4 |
| Cd 2006-Cd3 Mtg Tr CMO 5.658% |
5.66 |
2048-10-15 |
$2,000,000 |
1.38 |
| FNMA CMO 7% |
7 |
2024-03-25 |
$1,865,768 |
1.38 |
| Swap Future |
|
|
$21 |
-1.51 |
| Currency Contract (US Dollar) |
|
|
$0 |
-12 |
